Related papers: A shortcut for Hommel's procedure in linearithmic …
Closed testing procedures are classically used for familywise error rate (FWER) control, but they can also be used to obtain simultaneous confidence bounds for the false discovery proportion (FDP) in all subsets of the hypotheses. In this…
This paper addresses the following general scenario: A scientist wishes to perform a battery of experiments, each generating a sequential stream of data, to investigate some phenomenon. The scientist would like to control the overall error…
In this paper, we suggest a new heterogeneous multiscale method (HMM) for the time-harmonic Maxwell equations in locally periodic media. The method is constructed by using a divergence-regularization in one of the cell problems. This allows…
Simultaneously testing $K$ hypotheses while controlling the family-wise error rate is a fundamental problem in statistics. Existing procedures (Bonferroni, Holm, Hochberg, Hommel) provide valid control but sacrifice power, increasingly so…
Hamiltonian Monte Carlo (HMC) algorithms which combine numerical approximation of Hamiltonian dynamics on finite intervals with stochastic refreshment and Metropolis correction are popular sampling schemes, but it is known that they may…
The paper is devoted to introducing an approach to compute the approximate minimum time function of control problems which is based on reachable set approximation and uses arithmetic operations for convex compact sets. In particular, in…
In a multiple testing problem where one is willing to tolerate a few false rejections, procedure controlling the familywise error rate (FWER) can potentially be improved in terms of its ability to detect false null hypotheses by…
We propose a new technique for constructing low-rank approximations of matrices that arise in kernel methods for machine learning. Our approach pairs a novel automatically constructed analytic expansion of the underlying kernel function…
Empirical research in the social and medical sciences frequently involves testing multiple hypotheses simultaneously, increasing the risk of false positives due to chance. Classical multiple testing procedures, such as the Bonferroni…
The first part of this paper is devoted to introducing an approach to compute the approximate minimum time function of control problems which is based on reachable set approximation and uses arithmetic operations for convex compact sets. In…
Closed testing and partitioning are recognized as fundamental principles of familywise error control. In this paper, we argue that sequential rejection can be considered equally fundamental as a general principle of multiple testing. We…
The \emph{Fr\'echet distance} is a well studied similarity measures between curves. The \emph{discrete Fr\'echet distance} is an analogous similarity measure, defined for a sequence $A$ of $m$ points and a sequence $B$ of $n$ points, where…
We report on a study of the autocorrelation times of the local version of the Hybrid Monte Carlo (LHMC) algorithm for pure gauge $SU(3)$. We compare LHMC to standard multi-hit Metropolis and to the global version of the same HMC. For every…
A classical approach for dealing with the multiple testing problem is to restrict attention to procedures that control the familywise error rate (FWER), the probability of at least one false rejection. In many applications, one might be…
We propose a new probabilistic numerical scheme for fully nonlinear equation of Hamilton-Jacobi-Bellman (HJB) type associated to stochastic control problem, which is based on the Feynman-Kac representation in [12] by means of control…
Bayesian reasoning in linear mixed-effects models (LMMs) is challenging and often requires advanced sampling techniques like Markov chain Monte Carlo (MCMC). A common approach is to write the model in a probabilistic programming language…
Tuning the durations of the Hamiltonian flow in Hamiltonian Monte Carlo (also called Hybrid Monte Carlo) (HMC) involves a tradeoff between computational cost and sampling quality, which is typically challenging to resolve in a satisfactory…
We investigate the performance of error mitigation via measurement of conserved symmetries on near-term devices. We present two protocols to measure conserved symmetries during the bulk of an experiment, and develop a zero-cost…
Reasoning models represent a significant advance in LLM capabilities, particularly for complex reasoning tasks such as mathematics and coding. Previous studies confirm that parallel test-time compute-sampling multiple solutions and…
In this work, which is based on the family of Fractional Iterated Ornstein Uhlenbeck processes, we propose a new hypothesis test to contrast short memory versus long memory in time series. This family includes short memory and long memory…